Now that you know how stock markets work, how trades are executed and how prices are set. We’ll move on and take a closer look at the data you need to pay attention to. Market data forms the basis for quantitative analysis and trading. In addition, there are several other sources of information that you also need to take into account, such as corporate actions, data derived from fundamental information et cetera. All of these affect stock prices. So you need to factor them in when designing your quantitative trading pipeline.